+4,005.7%
CMG vs BKR
+70.5%
+3,935.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +6.9% | +1.8% |
| 7D | -3.8% | -6.7% | +2.8% | -2.4% |
| 30D | +12.9% | -8.3% | +21.3% | +15.1% |
| 3M | +18.8% | -5.4% | +24.2% | +19.8% |
| 6M | +4.1% | +0.8% | +3.3% | +2.8% |
| YTD | -2.4% | +31.8% | -34.2% | -9.6% |
| 1Y | -6.7% | +28.6% | -35.2% | -13.4% |
| 3Y | -7.1% | +71.2% | -78.4% | -21.1% |
| 5Y | -5.0% | +179.2% | -184.2% | -30.9% |
| 10Y | +323.5% | +124.0% | +199.6% | +190.7% |
| All | +4,005.7% | +70.5% | +3,935.2% | +2,259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling